Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,80% | 104,03 % | 104,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 022 CHF | 263 122 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 104,10 % | 104,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 751 CHF | 261 830 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 103,65 % | 104,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 499 CHF | 261 575 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 104,05 % | 104,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 556 CHF | 262 656 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 104,52 % | 105,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 310 CHF | 263 410 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 104,54 % | 105,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 976 CHF | 264 076 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 104,52 % | 105,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 094 CHF | 263 194 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 104,41 % | 105,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 617 CHF | 263 717 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 104,45 % | 105,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 492 CHF | 262 592 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 104,10 % | 104,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 417 CHF | 261 495 CHF | 100,00% | 100,00% |